Vol. 19 (2018), No. 1, pp. 95–109 DOI: 10.18514/MMN.2018.2335
BIBO STABILITY OF DISCRETE CONTROL SYSTEMS WITH SEVERAL TIME DELAYS
ESSAM AWWAD, ISTV ´AN GY ˝ORI, AND FERENC HARTUNG Received 23 May, 2017
Abstract. This paper investigates the bounded input bounded output (BIBO) stability in a class of control system of nonlinear difference equations with several time delays. The proofs are based on our studies on the boundedness of the solutions of a general class of nonlinear Volterra difference equations with delays.
2010Mathematics Subject Classification: 39A30; 93C55
Keywords: boundedness, Volterra difference equations, bounded input bounded output (BIBO) stability, difference equations with delays
1. INTRODUCTION
Time delays play an important role in control systems, since a delay naturally appears when a system wants to measure or react to information. Stability or sta- bilization of a system is one of the central question which is investigated in control theory [10–12]. Because of its simplicity, the bounded input bounded output (BIBO) stability of control systems is widely investigated. The sufficient conditions for BIBO stability of control systems without delays are obtained in [18,19] by using Liapunov function techniques. More recently many researchers have focused their interest on the BIBO stability of nonlinear discrete and continuous feedback control systems with or without delays [1,2,5–9,13–15,17].
In this paper we consider a class of discrete control systems with multiple time delays. We search for delayed feedback controls such that the corresponding closed loop system be BIBO stable. We rewrite the closed loop system as an equivalent nonlinear Volterra difference equation (VDE) with delays. The BIBO stability results are based on our theorem which formulate sufficient conditions for the boundedness of the solutions of delayed VDEs. The results presented in this manuscript extend the methods introduced in [1] for nonlinear differential equations with a single delay and boundedness of ordinary VDEs presented in [3].
The structure of the manuscript is the following. Section2 contains the precise problem statement, the definitions of BIBO stability and local BIBO stability, and we
c 2018 Miskolc University Press
rewrite our closed loop control equation as an equivalent VDE. Section3formulates sufficient conditions for the boundedness of a general class of nonlinear VDEs with multiple delays. Section 4 contains our BIBO stability results for cases when the nonlinearity has a sub-linear, linear or super-linar estimates.
In the rest of this section we introduce some notations which will be used through- out this paper. R, RC, Rd and Rdd denote the set of real numbers, nonnegat- ive real numbers, d-dimensional real column vectors and dd-dimensional real matrices, respectively. The maximum norm onRd is denoted byk k, i.e.,kxk WD max1idjxij, where xD.x1; : : : ; xd/T. The matrix norm onRdd generated by the maximum vector norm will be denoted byk k, as well. LetZCandNbe the set of nonnegative and positive integers, respectively. L1.ZC;Rd/will denote the set of bounded sequencesrWZC!Rd with normkrk1WDsupn2ZCkr.n/k. Let > 0 be a fixed integer,S.Œ ; 0;Rd/denotes the set of finite sequences
n
W f ; C1; : : : ; 0g !Rd o
andk kWD max
n0k .n/k. For a given sequencexand an integernthe forward difference operator is defined byx.n/WDx.nC1/ x.n/.
2. PROBLEM STATEMENT
In this paper we consider the nonlinear discrete control system with several delays x.n/Dg.n; x.n 1.n//; : : : ; x.n `.n///Cu.n/; n2ZC;
y.n/DC x.n/; n2ZC: (2.1)
Herex.n/2Rd is the state vector,u.n/2Rd is the input vector andy.n/2Rd1 is the output vector of the system (2.1),C 2Rd1d is a constant matrix,i W ZC! ZC, i D1; : : : ; ` are bounded delay functions, and the nonlinear functiongWZC Rd: : :Rd
„ ƒ‚ …
`
!Rd satisfies
kg.n; x.1/; : : : ; x.`//k b.n/'
max
1m`kx.m/k
; n2ZC; x.1/; : : : ; x.`/2Rd; (2.2) where b.n/ > 0for all n2ZC, and' W RC!RC is a monotone nondecreasing mapping.
Our general problem (2.1) satisfying condition (2.2) includes, e.g., linear control systems
x.n/DA1.n/x.n 1.n//C CA`.n/x.n `.n//Cu.n/; n2ZC;
and nonlinear control systems of the form xi.n/D
d
X
jD1
aij.n/xjp.n j.n//Cui.n/; n2ZC; iD1; : : : ; d;
wherex.n/D.x1.n/; : : : ; xd.n//T, u.n/D.u1.n/; : : : ; ud.n//T,p > 0; or a poly- nomial difference system
xi.n/D
`
X
jD1
aij.n/x1qij1.n j.n// xdqijd.n j.n//Cui.n/
forn2ZC; iD1; : : : ; d, whereqij k2RCfori; kD1; : : : ; d andj D1; : : : ; `; or the scalar nonautonomous control system of the form
x.n/D a.n/xp.n 1.n//
b.n/Cxq.n 2.n//Cu.n/; n2ZC;
wherep; q > 0. In all the above cases assumption (2.2) holds under natural conditions with'.t /Dtp with somep > 0.
We assume that the uncontrolled system, i.e., (2.1) with u0 has unbounded solutions. Our goal is to find a positive diagonal matrixD and a positive integerk such that the delayed feedback law of the form
u.n/D Dx.n k/Cr.n/ (2.3)
guarantees that the closed-loop delayed system
x.n/Dg.n; x.n 1.n//; : : : ; x.n `.n/// Dx.n k/Cr.n/; n2ZC; y.n/DC x.n/; n2ZC;
x.n/D .n/; n2 f ; C1; : : : ; 0g
(2.4) is BIBO stable. Herer.n/ is the reference input,DDdiag.1; : : : ; d/, i > 0for i D1; : : : ; d, 2S.Œ ; 0;Rd/ is the initial sequence associated to the equation where
WDmax
1maxj`kjk1; k
; (2.5)
The assumed diagonal form of the feedback law (2.3) is one of the simplest possible choice. In its implementation it is important to know how large delay can be. In The- orem2and3we give sufficient conditions on how to select the feedback gainDand the time delaykto guarantee the boundedness of the solutions. Our conditions (see (4.1) and (4.13) below) show that the larger the delay the smaller gain can guarantee the boundedness of the solution.
Following [16], we introduce the next definition of BIBO stability.
Definition 1. The closed loop system (2.4) is said to be BIBO stable if there exist positive constants1and2D2.k k/such that every solution of the system (2.4) satisfies
ky.n/k 1krk1C2; n2ZC for every reference inputr2L1.ZC;Rd/.
Later we need the notion of local BIBO stability (see similar definition in [1] for the continuous case).
Definition 2. The closed loop system (2.4) is said to be locally BIBO stable if there exist positive constantsı1,ı2and satisfying
ky.n/k ; n2ZC provided thatk k< ı1andkrk1< ı2.
Our approach is the following. We associate the linear system
´.n/D D´.n k/; n2ZC (2.6)
with the constant delayk2Nand the initial condition
´.n/D .n/; kn0 (2.7)
to (2.4). Then the state equation in (2.4) can be considered as the nonlinear perturba- tion of (2.6), and by the variation of constants formula (see, e.g., Lemma 4 in [4]) we get
x.n/D´.n/C
n 1
X
jD0
W .n j 1/ Œg.j; x.j 1.j //; : : : ; x.j `.j ///Cr.j /
(2.8) forn2ZC, where´.n/is the solution of (2.6)-(2.7) andW is the fundamental matrix solution of (2.6), i.e., the solution of the IVP
W .n/D DW .n k/; n2ZC; (2.9)
W .n/D
0; kn 1, I; nD0.
Here I2Rdd is the identity matrix and02Rdd is the zero matrix. SinceDis a diagonal matrix, it is easy to see thatW .n/is a diagonal matrix too for alln2ZC.
We can rewrite the equation (2.8) as a VDE x.nC1/D´.nC1/C
n
X
jD0
W .n j /g.j; x.j 1.j //; : : : ; x.j `.j ///
C
n
X
jD0
W .n j /r.j /; n2ZC;
and so it is equivalent to x.nC1/D
n
X
jD0
f .n; j; x.j 1.j //; : : : ; x.j `.j ///Ch.n/; n2ZC; (2.10) where
h.n/WD´.nC1/C
n
X
jD0
W .n j /r.j /; (2.11)
and
f .n; j; x.1/; : : : ; x.`//WDW .n j /g.j; x.1/; : : : ; x.`// (2.12) for 0j n; x.i /2Rd; 1i`. The equation (2.10) is a nonlinear VDE with several delay functions.
3. BOUNDEDNESS OF THE SOLUTIONS OF VDES WITH DELAYS
In this section we give a general result for the boundedness of the solutions of nonlinear VDEs with multiple delays which is a natural extensions of the results presented in [3] for nonlinear VDEs without delays.
We consider the nonlinear VDE with several delays x.nC1/D
n
X
jD0
f .n; j; x.j 1.j //; : : : ; x.j `.j ///Ch.n/; n2ZC; (3.1) with the associated initial condition
x.n/D .n/; n0; (3.2)
where is a positive integer constant. We assume the following conditions.
(B1) For any fixed0j nandj; n2ZC f .n; j;; : : : ;/WRd: : :Rd
„ ƒ‚ …
`
!Rd:
(B2) For any0jnand1i d there exists anai.n; j /2RCsuch that jfi.n; j; x.1/; : : : ; x.`//j ai.n; j /'
max
1m`kx.m/k
(3.3) holds forx.1/; : : : ; x.`/2Rd with a monotone non-decreasing mapping 'W RC!RC, wheref D.f1; : : : ; fd/T.
(B3) h.n/D.h1.n/; : : : ; hd.n//T 2Rdforn2ZC.
(B4) i W ZC!ZCsatisfiesji.n/j forn2ZCandiD1; : : : ; `.
(B5) 2S.Œ ; 0;Rd/.
Clearly, problem (3.1)-(3.2) has a unique solution under the above conditions. The next result formulates sufficient conditions implying the boundedness of the solu- tions.
Theorem 1. Let be fixed, (B1)-(B5) are satisfied and letx.nI /be the solution of (3.1)-(3.2). Suppose there exist N 2ZC, 2RC andv such that for i D 1; : : : ; d
N
X
jD0
ai.N; j /'./C jhi.N /j v; (3.4)
N
X
jD0
ai.n; j /'./C
n
X
jDNC1
ai.n; j /'.v/C jhi.n/j v; nNC1 (3.5) and
jjx.nI /jj ; n2 f ; : : : ; Ng: (3.6) Then the solution is bounded byv, i.e.
jjx.nI /jj v; n : (3.7)
Proof. Consider the solution x.n/ Dx.nI /, n 2ZC of (3.1) with the initial condition (3.2), and letandN be such that (3.6) holds. Then, by using (B2), (3.4), (3.6) and the monotonicity of', we have foriD1; : : : ; d
jxi.NC1/j
N
X
jD0
jfi.N; j; x.j 1.j //; : : : ; x.j `.j ///j C jhi.N /j
N
X
jD0
ai.N; j /'. max
mNkx.m/k/C jhi.N /j
N
X
jD0
ai.N; j /'./C jhi.N /j v;
Thereforekx.NC1/k v, so (3.7) holds fornDNC1.
Now we show that (3.7) holds for anynNC1. Assume, for the sake of contra- diction, that there existsn0NC1andi02 f1; : : : ; dgsuch that
jxi0.n0C1/j D jxi0.n0C1I /j> v; (3.8) and
jxi.n/j D jxi.nI /j v; NC1nn0; iD1; : : : ; d: (3.9)
Hence, from equation (3.1), we get jxi0.n0C1/j
N
X
jD0
jfi0.n0; j; x.j 1.j //; : : : ; x.j `.j ///j
C
n0
X
jDNC1
jfi0.n0; j; x.j 1.j //; : : : ; x.j `.j ///j C jhi0.n0/j
N
X
jD0
ai0.n0; j /'. max
mNkx.m/k/ C
n0
X
jDNC1
ai0.n0; j /'. max
mjkx.m/k/C jhi0.n0/j: Since'is a monotone non-decreasing mapping, (3.5), (3.6) and (3.9) yield
jxi0.n0C1/j
N
X
jD0
ai0.n0; j /'./C
n0
X
jDNC1
ai0.n0; j /'.v/C jhi0.n0/j v:
This contradicts to our hypothesis (3.8), so inequality (3.7) holds.
4. MAIN RESULTS
Our main goal in this section is to formulate sufficient conditions which grantee the BIBO stability of the closed loop system (2.4). We will assume that function'in (2.2) is a power function. Our first result is given for the case whengin (2.2) has a sub-linear estimate, i.e., when'.t /Dtp;with0 < p < 1in (2.2).
Theorem 2. LetgWRd !Rd be a function which satisfies inequality(2.2) with '.t / Dtp; 0 < p < 1, t 0. The feedback control system (2.4) with D D diag.1; : : : ; d/andk2Nis BIBO stable if
kbk1WD sup
n2ZC
b.n/ <1 and 0 < i < 2cos k
2kC1; iD1; : : : ; d (4.1) hold.
Proof. Let D. 1; : : : ; d/T 2S.Œ ; 0;Rd/, and´.n/D.´1.n/; : : : ; ´d.n//T be the solution of the IVP (2.6)-(2.7). Then, foriD1; : : : ; d; ´i is the solution of the IVP
´i.n/D i´i.n k/; n2ZC (4.2)
with initial condition
´i.n/D i.n/; kn0: (4.3)
It is known (see, e.g., [4]) that condition (4.1) yields that there exists a positive con- stantM and2.0; 1/such that
j´i.n/j Mk kn; n2ZC; i D1; : : : ; d; (4.4) wherek kWDmax j0k .j /k. Hence every solution of (4.2) tends to zero as n! 1, and
k´k1WD sup
n2ZC
k´.n/k Mk k <1: (4.5) LetW .n/Ddiag.w1.n/; : : : ; wd.n// be the solution of (2.9). Relation (4.4) yields limn!1wi.n/D0foriD1; : : : ; d, and
WD max
0id 1
X
nD0
jwi.n/j<1: (4.6) From (2.8), for alln2ZCandiD1; : : : ; d, we have
xi.nC1/D´i.nC1/
C
n
X
jD0
wi.n j / Œgi.j; x.j 1.j //; : : : ; x.j `.j ///Cri.j / ; (4.7) wherex.n/D.x1.n/; : : : ; xd.n//T,gD.g1; : : : ; gd/T andrD.r1; : : : ; rd/T. There- fore (2.11) and (2.12) imply
fi.n; j; x.1/; : : : ; x.`//Dwi.n j /gi.j; x.1/; : : : ; x.`// and
hi.n/D´i.nC1/C
n
X
jD0
wi.n j /ri.j /:
Hence, by (2.2),
jfi.n; j; x.1/; : : : ; x.`//j jwi.n j /j jgi.j; x.1/; : : : ; x.`//j jwi.n j /jb.j /'
maxm`kx.m/k
; so the conditions (B1)-(B5) hold withai.n; j /WD jwi.n j /jb.j /,0j n.
By (4.1), (4.5), (4.6) and the definition of the infinity norm, we obtain WD max
1id sup
n2ZC
jhi.n/j
max
1id sup
n2ZCj´i.n/j C max
1id sup
n2ZC n
X
jD0
jwi.n j /jkr.j /k
sup
n2ZCk´.n/k C krk1 max
1id 1
X
jD0
jwi.j /j (4.8)
D k´k1Ckrk1<1: (4.9)
By conditions (4.1) and (4.6) we get
˛W D max
1id sup
n2ZC n
X
jD0
ai.n; j /
D max
1id sup
n2ZC n
X
jD0
jwi.n j /jb.j /
kbk1 max
1id 1
X
jD0
jwi.j /j
Dkbk1<1: (4.10)
Now we show that the inequalities (3.4) and (3.5) are satisfied with '.t /Dtp; t 0; N D0; WD k k WD max
n0kx.n/k (4.11) and
vWDmax
2.kbk1k kp C k´k1Ckrk1/; .2kbk1/11p;k k
: (4.12) By using (4.9) and (4.10), it is clear that foriD1; : : : ; d
ai.0; 0/k kp C jhi.0/j kbk1k kp C k´k1Ckrk1v;
therefore (3.4) holds with (4.11) and (4.12). We have v.2kbk1/11p, and so (4.10) and the definition of˛yield
vp 1˛ ˛
2kbk1 1 2:
Similarly, usingv2.kbk1k kpCk´k1Ckrk1/and the inequalities (4.9) and (4.10), we obtain
1
v.˛k kp C / ˛k kp C
2.kbk1k kp C k´k1Ckrk1/ 1 2: Thus
vp 1˛C1
v.˛k kp C /1;
hence for alln1, we have foriD1; : : : ; d ai.n; 0/'.jj jj/C
n
X
jD1
ai.n; j /'.v/C jhi.n/j ˛k kp C˛vpC v;
consequently, (3.6) holds with (4.11) and (4.12). Then all the conditions of Theorem 1are satisfied, therefore the solutionxof the closed loop system (2.4) is bounded by vforn , i.e.,
kx.n/k vDmax
2.kbk1k kp C k´k1Ckrk1/; .2kbk1/11p;k k 2krk1Cmax
2.kbk1k kp C k´k1/; .2kbk1/11p;k k
forn . Then
ky.n/k kCkkx.n/k 1krk1C2; n2ZC; where1WD2kCkand
2WD kCkmax
2.kbk1k kp C k´k1/; .2kbk1/11p;k k
:
Hence, by Definition1, the closed loop system (2.4) is BIBO stable.
It is easy to see that forkD1the last inequality of (4.1) gives the upper bound i< 1, and ask! 1, the upper bound ofi in condition (4.1) tends monotonically to 0. Therefore large delay allows only small gain in the control law.
In the following theorem a sufficient condition is given for the BIBO stability in the case of a linear estimate of the functiong.
Theorem 3. LetgWRd!Rd be a continuous function which satisfies inequality (2.2) with'.t /Dt; t 0. The closed loop system (2.4) withDDdiag.1; : : : ; d/ andk2Nis BIBO stable if
kbk1< 1
and 0 < i < 2cos k
2kC1; iD1; : : : ; d (4.13) hold, whereis defined by (4.6).
Proof. As in the proof of Theorem2, we rewrite (2.4) in the form of (4.7), and define the functionsfi,ai andhiforiD1; : : : ; d. Then the conditions (B1)-(B5) are satisfied.
Next we show that the inequalities (3.4) and (3.5) are satisfied with '.t /Dt; N D0; WD k k and vWDmax
krk1CMk k 1 kbk1
;k k
; (4.14) where the positive constantM is defined in (4.4), k k WD sup
n0kx.n/k. Since ai.n; j /WDwi.n j /b.j /,0j n, we have
n
X
jD0
ai.n; j /D
n
X
jD0
jwi.n j /jb.j /
max
1id sup
n2ZC n
X
jD0
jwi.n j /jb.j /
kbk1 max
1iq 1
X
nD0
jwi.n/j
Dkbk1 (4.15)
< 1: (4.16)
By (4.4), (4.8), (4.13), (4.14) and (4.16), we have forn2ZC,iD1; : : : ; d vkrk1CMk k
1 kbk1
krk1
n
X
jD0
jwi.n j /j C j´i.nC1/j
1
n
X
jD0
jwi.n j /jb.j /
n
X
jD0
jwi.n j /jjri.j /j C j´i.nC1/j
1
n
X
jD0
jwi.n j /jb.j / :
Sincehi.n/DPn
jD0wi.n j /r.j /C´i.nC1/, it follows v jhi.n/j
1
n
X
jD0
jwi.n j /jb.j /
; n2ZC:
Therefore v
n
X
jD0
jwi.n j /jb.j /C jhi.n/j v; n2ZC; iD1; : : : ; d:
Hence the above inequality andv k k yield fornD0andiD1; : : : ; d ai.0; 0/k kC jhi.0/j vjwi.0/jb.0/C jhi.0/j v;
and so (3.4) is satisfied with (4.14). Similarly, forn2NandiD1; : : : ; d vjwi.n/jb.0/Cv
n
X
jD1
jwi.n j /jb.j /C jhi.n/j v:
Therefore
ai.n; 0/k kCv
n
X
jD1
ai.n; j /C jhi.n/j v; n2N; iD1; : : : ; d;
consequently, (3.5) is satisfied with (4.14). Then all the conditions of Theorem1hold with with (4.14), therefore the solutionxof the closed loop system (2.4) is bounded byv, i.e.,
kx.n/k v; n2ZC: Hence
ky.n/k kCkkx.n/k kCkv D kCkmax
krk1CMk k 1 kbk1
;k k
1krk1C2; where
1WD kCk 1 kbk1
and 2WD kCkmax
Mk k
1 kbk1
;k k
:
Then, by Definition1, the feedback control system (2.4) is BIBO stable.
Corollary 1. LetgWRCRd!Rd be a continuous function which satisfies in- equality (2.2) with '.t / D t, t 0. The closed loop system (2.4) with D D diag.1; : : : ; d/andk2Nis BIBO stable if
kbk1< i kk
.kC1/kC1; iD1; : : : ; d (4.17) hold.
Proof. Under our condition (4.17) and from Lemma 4 in [4] we get that the fun- damental solutionwi of (4.2)-(4.3) is positive and
1
X
jD0
wi.j /D 1 i
; i D1; : : : ; d:
Therefore
Dmax 1
1
; : : : ; 1 d
;
and hence kbk1 < 1. The proof is similar to the proof of Theorem 3 and it is
omitted.
In the next theorem it is shown that in the super-linear case there exist positive diagonal gainDand positive delayksuch that the solutions of the closed loop system are bounded for small initial functions and small reference inputs, i.e., the system is locally BIBO stable.
Theorem 4. LetgWRd!Rd be a continuous function which satisfies inequality (2.2) with'.t /Dtp; p > 1,t0. Then the solutionxof the feedback control system (2.4) is locally BIBO stable if (4.1) holds.
Proof. Suppose 1; : : : ; d are fixed satisfying (4.1),DDdiag.1; : : : ; d/, and let´be the solution of the IVP (2.6)-(2.7), andbe defined by (4.6). Letk kı1
andkrk1ı2, whereı1,ı2will be specified later. From (4.5) and (4.9) we have k´k1Mk kM ı1
and
WD max
1id sup
n2ZC
jhi.n/j k´k1Ckrk1M ı1Cı2<1; and from (4.1) and (4.15) it follows
˛WD max
1id sup
n2ZC n
X
jD0
ai.n; j /kbk1<1:
Sincep > 1andandkbk1 are positive and finite, we select the positive constants ı1andı2so that
˛ıp1CM ı1Cı2 1 2
1 2kbk1
p11
and 0 < ı1 1
2kbk1
p11
(4.18) hold.
Next we show that the inequalities (3.4) and (3.5) are satisfied with '.t /Dtp; N D0; WD k k and vWD
1 2kbk1
p11
: (4.19) We note that the definitions of,ı1and the second part of (4.18) yieldv. Using the definition ofv,p > 1and (4.18) we get
v 1 2
1 2kbk1
p11
˛ı1pCM ı1Cı2˛k kpCai.0; 0/k kpC jhi.0/j fori D1; : : : ; d, hence the condition (3.4) holds with (4.19).
Similarly, the definition ofv,p > 1and (4.18) yield v ˛vp v kbk1vpD1
2 1
2kbk1
p11
˛ı1pCM ı1Cı2˛k kp C:
Then the definitions of˛and imply ai.n; 0/k kp C
n
X
jD1
ai.n; j /vpC jhi.n/j ˛k kp C˛vpC v; n2N;
therefore the condition (3.5) holds with (4.19).
Therefore the conditions of Theorem1are satisfied with (4.19), so the solution of the closed loop system (2.4) is bounded byv, i.e.,
kx.n/k< vD 1
pkbk1
p11
; n2ZC: Hence
ky.n/k kCkkx.n/k ; n2ZC; where
WD kCk 1
pkbk1
p11 :
By Definition2the closed loop system (2.4) is locally BIBO stable.
ACKNOWLEDGEMENT
This research was partially supported by by the Hungarian National Foundation for Scientific Research Grant No. K120186.
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Authors’ addresses
Essam Awwad
Department of Mathematics, Faculty of Science, Benha University, Egypt E-mail address:esam mh@yahoo.com
Istv´an Gy˝ori
Department of Mathematics, University of Pannonia, Hungary E-mail address:gyori@almos.uni-panon.hu
Ferenc Hartung
Department of Mathematics, University of Pannonia, Hungary E-mail address:hartung.ferenc@uni-pannon.hu